NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 08-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
86.75 |
88.90 |
2.15 |
2.5% |
88.50 |
High |
86.75 |
88.90 |
2.15 |
2.5% |
88.90 |
Low |
86.75 |
88.85 |
2.10 |
2.4% |
86.06 |
Close |
87.07 |
89.90 |
2.83 |
3.3% |
89.90 |
Range |
0.00 |
0.05 |
0.05 |
|
2.84 |
ATR |
0.94 |
1.01 |
0.06 |
6.7% |
0.00 |
Volume |
20 |
1 |
-19 |
-95.0% |
130 |
|
Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.37 |
89.68 |
89.93 |
|
R3 |
89.32 |
89.63 |
89.91 |
|
R2 |
89.27 |
89.27 |
89.91 |
|
R1 |
89.58 |
89.58 |
89.90 |
89.43 |
PP |
89.22 |
89.22 |
89.22 |
89.14 |
S1 |
89.53 |
89.53 |
89.90 |
89.38 |
S2 |
89.17 |
89.17 |
89.89 |
|
S3 |
89.12 |
89.48 |
89.89 |
|
S4 |
89.07 |
89.43 |
89.87 |
|
|
Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.81 |
96.19 |
91.46 |
|
R3 |
93.97 |
93.35 |
90.68 |
|
R2 |
91.13 |
91.13 |
90.42 |
|
R1 |
90.51 |
90.51 |
90.16 |
90.82 |
PP |
88.29 |
88.29 |
88.29 |
88.44 |
S1 |
87.67 |
87.67 |
89.64 |
87.98 |
S2 |
85.45 |
85.45 |
89.38 |
|
S3 |
82.61 |
84.83 |
89.12 |
|
S4 |
79.77 |
81.99 |
88.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.90 |
86.06 |
2.84 |
3.2% |
0.01 |
0.0% |
135% |
True |
False |
26 |
10 |
90.00 |
86.06 |
3.94 |
4.4% |
0.01 |
0.0% |
97% |
False |
False |
87 |
20 |
90.00 |
84.00 |
6.00 |
6.7% |
0.00 |
0.0% |
98% |
False |
False |
286 |
40 |
94.33 |
84.00 |
10.33 |
11.5% |
0.05 |
0.1% |
57% |
False |
False |
290 |
60 |
94.33 |
82.95 |
11.38 |
12.7% |
0.06 |
0.1% |
61% |
False |
False |
343 |
80 |
94.33 |
78.05 |
16.28 |
18.1% |
0.04 |
0.0% |
73% |
False |
False |
358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.11 |
2.618 |
89.03 |
1.618 |
88.98 |
1.000 |
88.95 |
0.618 |
88.93 |
HIGH |
88.90 |
0.618 |
88.88 |
0.500 |
88.88 |
0.382 |
88.87 |
LOW |
88.85 |
0.618 |
88.82 |
1.000 |
88.80 |
1.618 |
88.77 |
2.618 |
88.72 |
4.250 |
88.64 |
|
|
Fisher Pivots for day following 08-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
89.56 |
89.09 |
PP |
89.22 |
88.29 |
S1 |
88.88 |
87.48 |
|